Financial Econometrics
by Roman Kozhan
Publisher: BookBoon 2009
ISBN-13: 9788776814274
Number of pages: 116
Description:
The aim of this textbook is to provide a step-by-step guide to financial econometrics using EViews 6.0 statistical package. It contains brief overviews of econometric concepts, models and data analysis techniques followed by empirical examples of how they can be implemented in EViews. This book is written as a compendium for undergraduate and graduate students in economics and finance.
Download or read it online for free here:
Download link
(4MB, PDF)
Similar books
Applied Nonparametric Regressionby Wolfgang Härdle - Cambridge University Press
Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.
(26987 views)
Introduction to Python for Econometrics, Statistics and Numerical Analysisby Kevin Sheppard
Python is a widely used general purpose programming language, which happens to be well suited to Econometrics and other more general purpose data analysis tasks. These notes provide an introduction to Python for a beginning programmer.
(24690 views)
Advances in Econometrics: Theory and Applicationsby Miroslav Verbič - InTech
This book provides recent insight on some key issues in econometric theory and applications. It focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models.
(14977 views)
Non-Extensive Entropy Econometrics for Low Frequency Seriesby Second Bwanakare - De Gruyter Open
The book provides a new, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for their relative complexity.
(5906 views)